樹森林的特征重要性?

這個例子展示了如何利用樹森林來評估特征在人工分類任務中的重要性。紅色的柱子是森林以不存度為基礎的特征重要性,也是樹木間的差異。

正如預期的那樣,圖中顯示了3個特征是信息豐富的,而其余的則不是。

警告:基于不存度的特征重要性可能會誤導高基數特征(許多唯一的值)。參看sklearn.inspection.permutation_importance

Feature ranking:
1. feature 1 (0.295902)
2. feature 2 (0.208351)
3. feature 0 (0.177632)
4. feature 3 (0.047121)
5. feature 6 (0.046303)
6. feature 8 (0.046013)
7. feature 7 (0.045575)
8. feature 4 (0.044614)
9. feature 9 (0.044577)
10. feature 5 (0.043912)
print(__doc__)

import numpy as np
import matplotlib.pyplot as plt

from sklearn.datasets import make_classification
from sklearn.ensemble import ExtraTreesClassifier

# Build a classification task using 3 informative features
X, y = make_classification(n_samples=1000,
                           n_features=10,
                           n_informative=3,
                           n_redundant=0,
                           n_repeated=0,
                           n_classes=2,
                           random_state=0,
                           shuffle=False)

# Build a forest and compute the impurity-based feature importances
forest = ExtraTreesClassifier(n_estimators=250,
                              random_state=0)

forest.fit(X, y)
importances = forest.feature_importances_
std = np.std([tree.feature_importances_ for tree in forest.estimators_],
             axis=0)
indices = np.argsort(importances)[::-1]

# Print the feature ranking
print("Feature ranking:")

for f in range(X.shape[1]):
    print("%d. feature %d (%f)" % (f + 1, indices[f], importances[indices[f]]))

# Plot the impurity-based feature importances of the forest
plt.figure()
plt.title("Feature importances")
plt.bar(range(X.shape[1]), importances[indices],
        color="r", yerr=std[indices], align="center")
plt.xticks(range(X.shape[1]), indices)
plt.xlim([-1, X.shape[1]])
plt.show()

腳本的總運行時間:(0分0.530秒)

Download Python source code: plot_forest_importances.py

Download Jupyter notebook: plot_forest_importances.ipynb